JP Morgan Put 480 PH 20.12.2024
/ DE000JK93VQ2
JP Morgan Put 480 PH 20.12.2024/ DE000JK93VQ2 /
| 2024-07-31 10:16:15 AM |
Chg.-0.05 |
Bid4:01:56 PM |
Ask4:01:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.63EUR |
-2.98% |
1.51
Bid Size: 7,500 |
1.61
Ask Size: 7,500 |
Parker Hannifin Corp |
480.00 USD |
2024-12-20 |
Put |
Master data
| WKN: |
JK93VQ |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Parker Hannifin Corp |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
480.00 USD |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-05-16 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-25.48 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.46 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.22 |
| Parity: |
-6.58 |
| Time value: |
2.00 |
| Break-even: |
423.80 |
| Moneyness: |
0.87 |
| Premium: |
0.17 |
| Premium p.a.: |
0.49 |
| Spread abs.: |
0.30 |
| Spread %: |
17.65% |
| Delta: |
-0.23 |
| Theta: |
-0.13 |
| Omega: |
-5.94 |
| Rho: |
-0.54 |
Quote data
| Open: |
1.63 |
| High: |
1.63 |
| Low: |
1.63 |
| Previous Close: |
1.68 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.82% |
| 1 Month |
|
|
-39.85% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.04 |
1.56 |
| 1M High / 1M Low: |
3.00 |
1.26 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.04 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
